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- Program Outcomes
- Course & Program Outcomes Matrix
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- Program Structure
- Course Structure Diagram with Credits
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COURSE INTRODUCTION AND APPLICATION INFORMATION
dm.ieu.edu.tr
| Course Name | |
| Code | Semester | Theory (hour/week) | Application/Lab (hour/week) | Local Credits | ECTS |
|---|---|---|---|---|---|
| Fall/Spring |
| Prerequisites | None | |||||
| Course Language | ||||||
| Course Type | Elective | |||||
| Course Level | - | |||||
| Mode of Delivery | - | |||||
| Teaching Methods and Techniques of the Course | Problem SolvingQ&A | |||||
| Course Coordinator | ||||||
| Course Lecturer(s) | ||||||
| Assistant(s) | ||||||
| Course Objectives | |
| Learning Outcomes | The students who succeeded in this course;
|
| Course Description |
|
| Core Courses | |
| Major Area Courses | ||
| Supportive Courses | X | |
| Media and Managment Skills Courses | ||
| Transferable Skill Courses |
WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES
| Week | Subjects | Required Materials |
| 1 | Introduction to Financial Risk Management | Lecturer’s Own Notes |
| 2 | Introduction to Financial Risk Management | Lecturer’s Own Notes |
| 3 | Global Financial Crisis and Role of Risk Management | DocumentaryDVD Financial Weapons Mass Destruction |
| 4 | Risk Management A Helicopter View: Typology of Risk Exposures | CGM, Chapter1 Gallati, R. Chapter1 Bessis, J. Section2 |
| 5 | Banks and Their Regulators: The Research Lab for Risk Management & The Role of CRO | CGM, Chapter3 |
| 6 | Market Risk & Credit Risk | CGM, Chapter7 & 11 Best, P. Chapter Gallati, R. Chapter2 & 3 Bessis, J. Sections 10 & 11 |
| 7 | Operational Risk & Model Risk | Gallati, R. Chapter4 |
| 8 | MidTerm (Article Review) | |
| 9 | Theory of Risk and Return | CGM, Chapter5 |
| 10 | Hedge Funds, Private Equity, Sovereign Wealth Funds | Lecturer’s Own Notes & DVD |
| 11 | Scenario Analysis & Stress Testing | Christoffersen, P.F. Chapter 8 Best, P. Chapter6 CGM, |
| 12 | Credit Derivatives & Financial Meltdown | Chapter12 DocumentaryDVD Financial Weapons of Mass Destruction (Repeat) |
| 13 | Trends in Risk Management | CGM, Epilogue |
| 14 | Presentations on Recent Financial & Risk Issues OR Selected Topics | |
| 15 | Presentations on Recent Financial & Risk Issues OR Selected Topics | |
| 16 | Review of the Semester |
| Course Notes/Textbooks | Book chapters, powerpoint slides |
| Suggested Readings/Materials | BOOKS The Essentials of Risk Management, M. Crouhy, D. Galai, R. Mark, (CGM) 2006 Elements of Financial Risk Management, Peter F. Christoffersen,2003 Risk Management in Banking, Joel Bessis, Wiley, 2010 Risk Management and Capital Adequacy, Reto Gallati, McGrawHill, 2003 Implementing ValueatRisk, Philip Best, Wiley, 1998 Journals & Magazines Risk Magazine (http://www.risk.net/ , paid subscription required, abstracts available for free) Global Risk Regulator (http://www.globalriskregulator.com , paid subscription required, abstracts and some articles are available for free) The Journal of Risk (http://www.thejournalofrisk.com/) Daily Journals Financial Times Wall Street Journal WebSites (sign up required) GARP (http://www.garp.org/) PRMIA (http://www.prmia.org/) Riskmetrics (http://www.riskmetrics.com/) Bank for International Settlements (http://www.bis.org) Risk Management WebSites http://www.riskworld.com/websites/webfiles/ws5aa015.htm |
EVALUATION SYSTEM
| Semester Activities | Number | Weigthing |
| Participation | 1 | 10 |
| Laboratory / Application | ||
| Field Work | ||
| Quizzes / Studio Critiques | ||
| Portfolio | ||
| Homework / Assignments | ||
| Presentation / Jury | ||
| Project | ||
| Seminar / Workshop | ||
| Oral Exam | ||
| Midterm | 1 | 40 |
| Final Exam | 1 | 50 |
| Total |
| Weighting of Semester Activities on the Final Grade | 65 | |
| Weighting of End-of-Semester Activities on the Final Grade | 35 | |
| Total |
ECTS / WORKLOAD TABLE
| Semester Activities | Number | Duration (Hours) | Workload |
|---|---|---|---|
| Course Hours (Including exam week: 16 x total hours) | 16 | 3 | 48 |
| Laboratory / Application Hours (Including exam week: 16 x total hours) | 16 | ||
| Study Hours Out of Class | 16 | 2 | |
| Field Work | |||
| Quizzes / Studio Critiques | |||
| Portfolio | |||
| Homework / Assignments | |||
| Presentation / Jury | |||
| Project | |||
| Seminar / Workshop | |||
| Oral Exam | |||
| Midterms | 1 | 25 | |
| Final Exams | 1 | 30 | |
| Total | 135 |
COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP
| # | Program Competencies/Outcomes | * Contribution Level | ||||
1 | 2 | 3 | 4 | 5 | ||
| 1 | To have a grasp of basic mathematics, applied mathematics and theories and applications of statistics. | |||||
| 2 | To be able to use theoretical and applied knowledge acquired in the advanced fields of mathematics and statistics, | X | ||||
| 3 | To be able to define and analyze problems and to find solutions based on scientific methods, | |||||
| 4 | To be able to apply mathematics and statistics in real life with interdisciplinary approach and to discover their potentials, | X | ||||
| 5 | To be able to acquire necessary information and to make modeling in any field that mathematics is used and to improve herself/himself, | X | ||||
| 6 | To be able to criticize and renew her/his own models and solutions, | |||||
| 7 | To be able to tell theoretical and technical information easily to both experts in detail and nonexperts in basic and comprehensible way, | X | ||||
| 8 | To be able to use international resources in English and in a second foreign language from the European Language Portfolio (at the level of B1) effectively and to keep knowledge up-to-date, to communicate comfortably with colleagues from Turkey and other countries, to follow periodic literature, | |||||
| 9 | To be familiar with computer programs used in the fields of mathematics and statistics and to be able to use at least one of them effectively at the European Computer Driving Licence Advanced Level, | |||||
| 10 | To be able to behave in accordance with social, scientific and ethical values in each step of the projects involved and to be able to introduce and apply projects in terms of civic engagement, | |||||
| 11 | To be able to evaluate all processes effectively and to have enough awareness about quality management by being conscious and having intellectual background in the universal sense, | |||||
| 12 | By having a way of abstract thinking, to be able to connect concrete events and to transfer solutions, to be able to design experiments, collect data, and analyze results by scientific methods and to interfere, | |||||
| 13 | To be able to continue lifelong learning by renewing the knowledge, the abilities and the compentencies which have been developed during the program, and being conscious about lifelong learning, | |||||
| 14 | To be able to adapt and transfer the knowledge gained in the areas of mathematics and statistics to the level of secondary school, | |||||
| 15 | To be able to conduct a research either as an individual or as a team member, and to be effective in each related step of the project, to take role in the decision process, to plan and manage the project by using time effectively. | X | ||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest